+426.7%
VRTX vs ET
+177.0%
+249.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -5.6% | +0.2% | -5.9% | -5.7% |
| 30D | -2.0% | +2.9% | -4.8% | -2.4% |
| 3M | +15.8% | +16.8% | -1.0% | +12.9% |
| 6M | +4.7% | +18.9% | -14.2% | +1.6% |
| YTD | +13.7% | +37.7% | -24.0% | +7.7% |
| 1Y | +29.7% | +32.4% | -2.7% | +23.5% |
| 3Y | +48.4% | +99.5% | -51.0% | +31.0% |
| 5Y | +173.3% | +244.0% | -70.6% | +118.7% |
| All | +426.7% | +177.0% | +249.7% | +298.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling